Cathrin Van Emmerich

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A versatile approach for stochastic correlation using hyperbolic functions
International Journal of Computer Mathematics
2016-05-06Paper
A square root process for modelling correlation.2010-08-19Paper
Polynomial chaos for simulating random volatilities
Mathematics and Computers in Simulation
2009-11-16Paper


Research outcomes over time


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